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Trade: FIL/USDT/480/DCM/FWMA/5369

Strategy
FIL/USDT/480/DCM/FWMA/5369
Pair
FIL_USDT
Interval
8h
Score
331488
Daily Profit
0.346774
Profit Factor
1.849651
Profitability
34.403670
Streak
21.269642
Best Strategy
Training Data Length
1818.000000
Evaluation Time
2025-10-07 17:28
Expiration Time
2025-11-30 22:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 630434.355 369608.646 260825.7089 2505137.357 -124891.5687 2630028.9257
Total P&L (%) 630.4344 369.6086 260.8257 2505.1374 -124.8916 2630.0289
Avg Daily Profit (%) 0.3468 0.2033 0.1435 0.1795 0 0.1821
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81004 -71299 -43783 -3432452 -3526047 -1346157
Profit Factor 1.8497 1.9085 1.7782 1.13 0.9879 1.2927
Total Trades 218 109 109 218 109 109
Winning Trades 75 31 44 75 31 44
Losing Trades 143 78 65 143 78 65
Profitability (%) 34.4037 28.4404 40.367 34.4037 28.4404 40.367
Ratio Avg Win / Avg Loss 3.5267 4.802 2.6269 2.1545 2.4856 1.9097
Largest Winning Trade 223827 223827 62273 2218329 2218329 1366104
Largest Losing Trade -20844 -14211 -20844 -469319 -431296 -469319
Avg Bars in Trades 23 19 28 23 19 28
Avg Bars in Winners 47 41 51 47 41 51
Avg Bars in Losers 11 10 12 11 10 12
Bars Traded 5158 2085 3073 5158 2085 3073
Profit Streak 21.2696 50.603 21.2696 21.2696 50.603 21.2696
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331488 -2375 -1324 -72170 -591648 210735
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5454,
    "evaluation_days": 1818,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1607356800000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759847297103,
    "expiration_time": 1764536256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            630434.3549669161,
            369608.6460305793,
            260825.708936337,
            2505137.3569908473,
            -124891.5687049403,
            2630028.925695787
        ],
        [
            630.434355,
            369.608646,
            260.825709,
            2505.137357,
            -124.891569,
            2630.028926
        ],
        [
            0.346774,
            0.203305,
            0.143468,
            0.179483,
            0,
            0.182063
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81004,
            -71299,
            -43783,
            -3432452,
            -3526047,
            -1346157
        ],
        [
            1.849651,
            1.908501,
            1.778216,
            1.12998,
            0.987862,
            1.292739
        ],
        [
            218,
            109,
            109,
            218,
            109,
            109
        ],
        [
            75,
            31,
            44,
            75,
            31,
            44
        ],
        [
            143,
            78,
            65,
            143,
            78,
            65
        ],
        [
            34.40367,
            28.440367,
            40.366972,
            34.40367,
            28.440367,
            40.366972
        ],
        [
            3.526668,
            4.802035,
            2.62691,
            2.154495,
            2.485587,
            1.909728
        ],
        [
            223827,
            223827,
            62273,
            2218329,
            2218329,
            1366104
        ],
        [
            -20844,
            -14211,
            -20844,
            -469319,
            -431296,
            -469319
        ],
        [
            23,
            19,
            28,
            23,
            19,
            28
        ],
        [
            47,
            41,
            51,
            47,
            41,
            51
        ],
        [
            11,
            10,
            12,
            11,
            10,
            12
        ],
        [
            5158,
            2085,
            3073,
            5158,
            2085,
            3073
        ],
        [
            21.269642,
            50.602976,
            21.269642,
            21.269642,
            50.602976,
            21.269642
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331488,
            -2375,
            -1324,
            -72170,
            -591648,
            210735
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5454,
    "evaluation_days": 1818,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1607356800000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759847297103,
    "expiration_time": 1764536256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)